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Sequential testing of a Wiener process with costly observations - MaRDI portal

Sequential testing of a Wiener process with costly observations (Q4639218)

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scientific article; zbMATH DE number 6866018
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English
Sequential testing of a Wiener process with costly observations
scientific article; zbMATH DE number 6866018

    Statements

    title
    Sequential testing of a Wiener process with costly observations (English)
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    author
    Hannah Dyrssen
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    Erik Ekström
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    publication date
    3 May 2018
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    zbMATH Keywords
    Brownian motion
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    hypothesis testing
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    optimal stopping
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    sequential analysis
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    60G40
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    62C10
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    62L05
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    zbMATH DE Number
    6866018
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    OpenAlex ID
    W2790071679
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    Wikidata QID
    Q130150471
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